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Importance sampling / Markov chain Monte Carlo / Normal distribution / Exponential map / Stochastic process / Monte Carlo integration / Resampling / Variance / Expected value / Statistics / Monte Carlo methods / Probability and statistics


Monte Carlo Filtering on Lie Groups Alessandro Chiuso 1 and Stefano Soatto 2 Abstract We propose a nonlinear lter for estimating the trajectory of a random walk on a matrix Lie group with constant computational complexi
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Document Date: 2007-12-16 20:03:10


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